How can i have different mass on same object?
Getting mass is easy.  You apply rigid body in physics menu then open the setting arrow in it. The default is 1kg but you can change this to particular materials eg lead in the object&gt;rigid body&gt;calculate mass menu option. This works well and I've built complex shapes using micro cubes like lego/mineworld and then hot their masses and simulated them.
I too would like advice on best approach to double pendulum. I tried 3 UV Sphere connected by nurb paths extending the many youtube  simple pendulum Blender examples.  I can only get the middle ball to swing and one nurb path just gets stuck locking the second pendulum.  Did you complete? I wish some guru would show how its best done...